Zuo Quan Xu

26 papers Journal 26
YearRankTypeTitle / Venue / Authors
2025 J jnl
A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching.
SIAM J. Control. Optim.
Guanxing Fu, Xiaomin Shi, Zuo Quan Xu
2025 J jnl
Comparison Theorems for Multidimensional BSDEs with Jumps and Applications to Constrained Stochastic Linear-Quadratic Control.
SIAM J. Control. Optim.
Ying Hu, Xiaomin Shi, Zuo Quan Xu
2025 J jnl
Dynamic growth-optimal portfolio choice under risk control.
Eur. J. Oper. Res.
Pengyu Wei, Zuo Quan Xu
2025 J jnl
Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions.
Syst. Control. Lett.
Kai Ding, Xun Li, Siyu Lv, Zuo Quan Xu
2025 J jnl
Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks.
Syst. Control. Lett.
Xiaomin Shi, Zuo Quan Xu
2025 J jnl
Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems.
IEEE Trans. Autom. Control.
Na Li, Xun Li, Zuo Quan Xu
2024 J jnl
Constrained monotone mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients.
Syst. Control. Lett.
Xiaomin Shi, Zuo Quan Xu
2024 J jnl
Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching.
SIAM J. Control. Optim.
Panpan Zhang, Zuo Quan Xu
2024 J jnl
Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement.
Oper. Res.
Hyun Jin Jang, Zuo Quan Xu, Harry Zheng
2024 J jnl
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles.
SIAM J. Control. Optim.
Zhuo Jin, Zuo Quan Xu, Bin Zou
2024 J jnl
Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus.
SIAM J. Control. Optim.
Chonghu Guan, Zuo Quan Xu
2023 J jnl
Constrained Monotone Mean-Variance Problem with Random Coefficients.
SIAM J. Financial Math.
Ying Hu, Xiaomin Shi, Zuo Quan Xu
2023 J jnl
Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates.
J. Optim. Theory Appl.
Chonghu Guan, Xiaomin Shi, Zuo Quan Xu
2023 J jnl
Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon.
Math. Oper. Res.
Chonghu Guan, Zuo Quan Xu, Rui Zhou
2023 J jnl
Relative Growth Rate Optimization Under Behavioral Criterion.
SIAM J. Financial Math.
Jing Peng, Pengyu Wei, Zuo Quan Xu
2022 J jnl
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints.
SIAM J. Financial Math.
Xiangyu Wang, Jianming Xia, Zuo Quan Xu, Zhou Yang
2022 J jnl
State-Dependent Temperature Control for Langevin Diffusions.
SIAM J. Control. Optim.
Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou
2022 J jnl
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method.
IEEE Trans. Autom. Control.
Na Li, Xun Li, Jing Peng, Zuo Quan Xu
2020 J jnl
Dividend optimization for jump-diffusion model with solvency constraints.
Oper. Res. Lett.
Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu
2020 J jnl
Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty.
Math. Oper. Res.
Zuo Quan Xu, Fahuai Yi
2020 J jnl
State-Dependent Temperature Control for Langevin Diffusions.
CoRR
Xuefeng Gao, Zuo Quan Xu, Xun Yu Zhou
2019 J jnl
Utility Maximization Under Trading Constraints with Discontinuous Utility.
SIAM J. Financial Math.
Baojun Bian, Xinfu Chen, Zuo Quan Xu
2016 J jnl
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim.
SIAM J. Financial Math.
Danlin Hou, Zuo Quan Xu
2016 J jnl
Continuous-time Markowitz's model with constraints on wealth and portfolio.
Oper. Res. Lett.
Xun Li, Zuo Quan Xu
2014 J jnl
Investment under duality risk measure.
Eur. J. Oper. Res.
Zuo Quan Xu
2010 J jnl
Continuous-Time Markowitz's Model with Transaction Costs.
SIAM J. Financial Math.
Min Dai, Zuo Quan Xu, Xun Yu Zhou